Support Board
Date/Time: Sat, 28 Dec 2024 16:18:36 +0000
volume in Numbers Bars chart incorrect
View Count: 2417
| [2016-01-06 09:37:39] |
| User303704 - Posts: 9 |
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Good morning, The volume in my numbers bars chart is not adding up to what is going through on the exchange. See the volume on the chart below compared to the volume on my ladder (attached). Both are using the easyscreen feed so should they not reflect the same volumes at prices? For example at a price of 3135 my ladder shows that 9195 lots have traded whereas on the chart only 2450 lots have traded at that price. This seems to be a recurring problem at every price level and more importantly Sierra doesn't seem to register alot of the bigger sized trades. Is there a fix for this? http://www.sierrachart.com/image.php?l=1452071733483.png Thanks |
 Eurostoxx.jpg / V - Attached On 2016-01-06 09:29:48 UTC - Size: 90.91 KB - 488 views |
| [2016-01-06 10:24:13] |
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Here is a screenshot of the FESX for 2016-01-06 from the Sierra Chart Exchange Data Feed: http://www.sierrachart.com/image.php?l=1452075743181.png This is not from the Easy Screen data. But our own data feed. Easy Screen is not providing the same data for charting as your trading ladder. We will contact them about this. When did this start happening? Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-06 10:28:18] |
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Also, in addition to the previous posting, make sure Sierra Chart is set for tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php We are contacting Easy Screen now about this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-06 11:15:09] |
| User303704 - Posts: 9 |
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Ahhh! Righto, thanks for looking into this. It definitely seems to be the data feed from Easyscreen because I just tested another data feed and it was correct. Just to confirm that I was using 1 tick in the settings. As far as I can remember there has always been a discrepancy with the volume on the Neon ladder and on the charts. It might be since Easyscreen abolished the STS trading platform and replaced it with the Neon platform...we only started using Sierra around then so I can't compare it to when I was using the STS platform. I was just under the impression that someone was looking into it already hence why I haven't queried it before. From memory I think there was a slight improvement at the beginning of December but still wasn't 100% but now it has gone back to old. Cheers |
| [2016-01-06 14:26:12] |
| User303704 - Posts: 9 |
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Quick question...under Service in the Data/Trade Service Settings there is an option to use "EasyScreen FIX" but I am "not enabled on package." Would using this data Service rectify the problem? Please let me know if/when you have any feedback from Easyscreen. Thanks |
| [2016-01-06 18:36:59] |
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No that will not solve the problem using EasyScreen FIX. The connection set up is complicated and furthermore it is the same data feed anyway. You can immediately solve this problem by activating the Sierra Chart Exchange Data Feed on your account. Here are the instructions: https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#SetupInstructions The cost is 35 USD per month + 15.75 USD/month for the EUREX exchange fee. Once this becomes activated on your account, you just continue to use the same Easy Screen symbol and use the same Easy Screen connection that you currently have but the data is remapped from our own data feed. After activating the data feed, to correct the data in the chart you will want to select Edit >> Delete All Data and Download. And we are still waiting for the response from Easy Screen. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-06 18:38:44
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| [2016-01-07 11:56:45] |
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We just realized what the problem might be. We may be feeding the FESX data from the wrong FIX connection which is not providing the full tick feed from the EUREX. We will make a change tomorrow morning. Although Easy Screen should have been provided the complete feed on all of the FIX connections they provide us. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-07 23:48:12] |
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We have changed the connection now. And we have reloaded all of the historical data for all EUREX contracts from a good source. In your EUREX charts re-download the data with Edit >>Delete All Data and Download. Please let us know how the real-time data looks after this change. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-08 07:08:03] |
| User303704 - Posts: 9 |
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Good morning, Unfortunately when we do the Delete All Data and Download we get a message saying "download failed." There are several traders here experiencing the same problem and it only seems to be for Eurostoxx and not DAX nor Bund. Thanks |
| [2016-01-08 07:46:36] |
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Checking on this.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-08 07:57:10] |
| User303704 - Posts: 9 |
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OK thanks. FYI I've noticed that the DAX charts aren't correct either as data from this week's trading has been duplicated (see attachment) and the volume on the Numbers Bars study isn't matching up to the volume on my ladder either. |
| [2016-01-08 08:05:44] |
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We apologize for this. The problem is now solved. We can also see that real-time data was not even being provided as well for the FESX. Re-download the data again in the chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-08 08:08:38] |
| User303704 - Posts: 9 |
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Yep, looks much better already. Thanks for your help...will revert if I notice anything out of whack |
| [2016-01-08 08:18:29] |
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Checking on the DAX historical data now.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-01-08 08:21:36] |
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I do not see a problem with the historical data for DAX on our server. Therefore, most likely an incorrect timestamp caused that duplicate data. If you re-download the data in the chart with Edit >> Delete All Data and Download it should be corrected. If not let us know. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-08 08:23:37
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